STRATEGY VWAP MOMENTUM

20251006 (Monday, DoW=1)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 5

Periodo: 2025-10-06 09:40:00 - 2025-10-06 22:59:00

Exposure Days: 1

Trades per Day: 5.00

Avg Duration: 154.60 min

Median Duration: 92.00 min

PERFORMANCE

Total Profit: $510.00

Avg Profit: $102.00

Median Profit: $-130.00

Std Profit: $1,484.80

Profit Factor: 1.23

WIN/LOSS

Win Rate: 25.0%

Winners / Losers: 1 / 3 (Ratio: 1:2)

Gross Profit: $2,700.00

Gross Loss: $-2,190.00

Avg Winner: $1,350.00

Avg Loser: $-730.00

Avg Winner / Avg Loser: (Ratio: 1:1.85)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-1,630.00

Sharpe Ratio: 0.07

Sortino Ratio: 0.15

Ulcer Index: 60.78

EXIT REASONS

TARGET exits: 1 (20.0%)

STOP exits: 1 (20.0%)

EOD exits: 1 (20.0%)

LONG ENTRIES (BUY)

Total LONG: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $1,200.00

Avg P&L: $400.00

SHORT ENTRIES (SELL)

Total SHORT: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-690.00

Avg P&L: $-345.00

CUMULATIVE P&L